VSA Screener recognizing patterns and SOSBar and SOWBar bars.
1 = SOSBar bars upward strength
2 = SOWBar bars or signs of downward strength.
All bullish or bearish move has to be confirmed by the next bar indicator and signals you can find in this page: TAC VSA BAR SIGNALS V1.1.
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//defparam calculateonlastbars=2000 Subasta=0 vol=volume/10 If Subasta=1 then b=close > low and volume > high ce=close < high and volume > low if b or ce then v=volume else v=0 endif endif if Subasta=0 then v=volume endif MediaVol=60 volAvg=average[MediaVol](v) TLL = LinearRegressionSlope[40](close) //============================================= EURO ======================================= // = // = //=========================================================================================== if vol>(4*volAvg) then Volpos=1 elsif v>(3*volAvg) then Volpos=1 elsif v>(volAvg) then Volpos=2 Volpos=3 elsif v<(volAvg) then Volpos=4 elsif v<(volAvg)*0.5 then Volpos=5 else Volpos=0 endif //============================================= END VOLUME ================================= // = // = //=========================================================================================== spread = (high-low) avgSpread = average[40](spread)[1] widerangebar= (spread >avgSpread*1.8) widerangebarmid= (spread >avgSpread*1.5) narrowrangebar= spread < AvgSpread*0.7 upbar = close>close[1] downbar= close<close[1] //upclose = close>=((spread*0.7)+low)// close is above 70% of the bar //downclose = close<=((spread*0.3)+low)// close is below the 30% of the bar //aboveclose = close>((spread*0.5)+low)// close is between 50% and 70% of the bar //belowclose = close<((spread*0.5)+low)// close is between 50% and 30% of the bar //midclose = close>((spread*0.3)+low) and close<((spread*0.7)+l)// close is between 30% and 70% of the bar upclose = close>=((spread*0.7)+low)// close is above 70% of the bar downclose = close<=((spread*0.3)+low)// close is below the 30% of the bar midclose = close>=((spread*0.3)+low) and close<=((spread*0.7)+low)// close is between 30% and 70% of the bar if close<=((spread*0.2)+low) then ClosePos =1 elsif close<=((spread*0.4)+low)then ClosePos =2 elsif close<=((spread*0.6)+low)then ClosePos =3 elsif close<=((spread*0.8)+low)then ClosePos =4 ClosePos =5 else ClosePos =0 endif //========================trend estimation ========================= //minpRWIs = 1 //maxpRWIs = 5 RWIHi=0 RWILo=0 i=5 //RWIHi=(high-low[i])/((averagetruerange[i](close[0]))*SQRT(i))/RWIHi=MAX((high-low[i])/((averagetruerange[i](close[0]))*SQRT(i)),RWIHi) //RWILo=(high[i]-low)/((averagetruerange[i](close[0]))*sqrt(i))/RWILo=MAX((high[i]-low)/((averagetruerange[i](close[0]))*sqrt(i)),RWILo) RWIHi=(high-low[i])/((averagetruerange[i](close[0]))/SQRT(i)) RWILo=(high[i]-low)/((averagetruerange[i](close[0]))/sqrt(i)) RWIHi=Max(RWIHi,RWIHi) RWILo=Max(RWILo,RWILo) //k = RWIHi- RWILo ground = RWIHi //minpRWIl = 1 //maxpRWIl = 20 ix=25 //RWIHi=(high-low[i])/((averagetruerange[i](close[0]))*SQRT(i))/RWIHi=MAX((high-low[i])/((averagetruerange[i](close[0]))*SQRT(i)),RWIHi) //RWILo=(high[i]-low)/((averagetruerange[i](close[0]))*sqrt(i))/RWILo=MAX((high[i]-low)/((averagetruerange[i](close[0]))*sqrt(i)),RWILo) RWIHi=(high-low[ix])/((averagetruerange[ix](close[0]))/SQRT(ix)) RWILo=(high[ix]-low)/((averagetruerange[ix](close[0]))/sqrt(ix)) RWIHi=Max(RWIHi,RWIHi) RWILo=Max(RWILo,RWILo) j = RWIHi-RWILo j2 = RWIHi If ground > 1 then upimd=1 else upimd=0 endif If j>1 then upmajor = 1 elsIf j<1 then upmajor =-1 else upmajor=0 endif If j2>1 then upminor=1 else upminor=-1 endif //======================================================================| // VSA Signal generation | //======================================================================| upthrustbar = ( wideRangeBar and (ClosePos=1 or ClosePos=2) and upminor>0 and high>high[1] and (upimd>0 or upmajor>0)and Volpos <4) upthrustbartrue = wideRangeBar and ClosePos=1 and upmajor>0 and high>high[1] and Volpos <4 upthrustcond1 = upthrustbar[1] and downbar and not narrowrangebar upThrustCond2 =upThrustBar[1] and downBar and Volpos = 2 upThrustCond3 =upThrustBar and Volpos =1 sellcond1 = (upthrustcond1 or upthrustcond2 or upthrustcond3) sellCond2 =sellCond1[1]=0 sellcond = sellcond1 and sellcond2 strengthdown = volpos<4 and downbar[1] and upbar and closepos>3 and upimd<=0 and upminor<0// strength after a down trend strengthdown1 = upmajor<0 and v>(volavg*1.5) and downbar[1] and upbar and closepos>3 and upminor<0 and upimd<=0//strength after downtrend . high v buycond1 = strengthdown or strengthdown1 buycond = upbar and buycond1[1] stopv =low=lowest[5](low) and (upClose or midClose) and v>4*volAvg and tll<0 and widerangebarmid and downbar STOPPINGVOLUME=( downbar and low=lowest[20](low) and (widerangebar) and (midclose or upclose) and Volpos<3 ) revupthrust = tll<0 and upbar and upclose and v>v[1] and v>volavg and widerangebar and downbar[1] and downclose[1] and upminor<0 effortup =upbar and upclose and (widerangebar) and (Volpos<4 ) and close>=((high-low)*0.7+low) //and (coratio > midbodyratio) // checking for close near high effortDown =( downbar and downclose and (widerangebar) and (Volpos<5) and low=lowest[5](low) )//and (coratio > midbodyratio) // checking for open near high if Effortup or stopv or STOPPINGVOLUME or revupthrust or buycond then x=1 elsif effortDown or upthrustbar or upthrustbartrue or sellcond then x=2 else x=0 endif SCREENER[x](x AS "1=SOSBar,2=SOWBar,0=NoSignal") |
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